+21.1%
WST vs UEC
+19.3%
+1.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.6% |
| 7D | -3.1% | -10.2% | +7.1% | -2.8% |
| 30D | +9.1% | -26.9% | +36.0% | +10.1% |
| 3M | +14.7% | -35.7% | +50.4% | +16.2% |
| 6M | +28.0% | -56.1% | +84.1% | +31.0% |
| YTD | +45.6% | -40.8% | +86.4% | +46.5% |
| 1Y | +45.7% | -43.4% | +89.0% | +46.6% |
| 3Y | +21.1% | +25.4% | -4.3% | +17.5% |
| All | +21.1% | +19.3% | +1.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling